+247.5%
MRK vs LDOS
+248.5%
-0.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.4% |
| 7D | -1.9% | -7.2% | +5.3% | -0.1% |
| 30D | +2.8% | +16.8% | -14.1% | -1.1% |
| 3M | +15.0% | -1.6% | +16.6% | +15.1% |
| 6M | +30.9% | -1.0% | +31.9% | +30.3% |
| YTD | +42.3% | -25.8% | +68.0% | +50.8% |
| 1Y | +76.1% | -31.1% | +107.2% | +90.4% |
| 3Y | +54.1% | +32.8% | +21.3% | +36.0% |
| 5Y | +109.5% | +49.4% | +60.1% | +75.2% |
| All | +247.5% | +248.5% | -0.9% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling